Anic Equity¶

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Total return since start: 0.569 %¶

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Equity now: -----------------------------> 47928.44 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46533.56 Kr¶

PnL: ---------------------------------------> -355.01 Kr¶

DD now: ---------------------------------> -1.442 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 13:32:22.107346'

Anic Portfolio¶

This Week¶

Return: 0.818 %¶

Total¶

Return: 56.885 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 2.130000 2852.500000 216.500000 8.210000 2636.000010
Beijer Electronics Group 26 0.170000 3140.800000 169.800000 5.720000 2971.000006
Corem Property Group B 59 4.130000 669.650000 92.650000 16.060000 576.999999
Samhällsbyggnadsbo. i Norden B 20 4.380000 443.600000 88.600000 24.960000 355.000000
HMS Networks 2 1.570000 723.200000 50.200000 7.460000 673.000000
FM Mattsson Mora Group B 50 0.680000 2970.000000 43.000000 1.470000 2927.000000
Boozt 12 0.570000 1680.000000 26.000000 1.570000 1653.999996
Samhällsbyggnadsbo. i Norden D 12 3.430000 268.080000 22.080000 8.980000 246.000000
Nordea Bank Abp 29 0.710000 3473.620000 19.620000 0.570000 3453.999992
Coor Service Management Hold. 8 0.510000 548.800000 16.800000 3.160000 532.000000
OEM International B 7 1.300000 543.900000 15.900000 3.010000 527.999997
Midsona B 63 0.960000 597.870000 14.870000 2.550000 582.999984
Intrum 4 1.650000 541.200000 14.200000 2.690000 527.000000
Eastnine 4 -0.950000 500.800000 9.800000 2.000000 491.000000
Norva24 Group 16 -0.230000 552.000000 9.000000 1.660000 543.000000
Essity A 4 0.000000 1158.000000 9.000000 0.780000 1149.000000
Resurs Holding 22 -0.450000 582.340000 8.340000 1.450000 573.999998
AcadeMedia 12 0.680000 565.200000 8.200000 1.470000 557.000004
MedCap 2 1.180000 429.000000 8.000000 1.900000 421.000000
Karnov Group 9 -1.790000 541.800000 5.800000 1.080000 536.000004
Essity B 2 0.380000 578.600000 4.600000 0.800000 574.000000
Handelsbanken A 5 0.370000 547.750000 1.750000 0.320000 546.000000
Securitas B 6 1.360000 571.320000 1.320000 0.230000 570.000000
Fastighetsbolag. Emilshus Pref 21 -0.190000 560.700000 -1.300000 -0.230000 562.000005
Creaspac SPAC 6 -0.620000 575.400000 -1.600000 -0.280000 577.000002
Swedbank A 3 0.050000 561.300000 -2.700000 -0.480000 564.000000
CTEK 13 1.410000 525.200000 -8.800000 -1.650000 533.999999
SAAB B 8 2.000000 3348.000000 -29.000000 -0.860000 3377.000000
International Petroleum Corp. 5 2.790000 535.000000 -59.570000 -10.020000 594.565215
Vivesto 1368 2.000000 544.190000 -68.810000 -11.230000 612.999432
Sampo Oyj SDB 7 0.190000 3769.500000 -80.500000 -2.090000 3850.000000
OX2 18 -1.470000 1512.000000 -152.000000 -9.130000 1663.999992
Axfood 13 0.290000 3565.900000 -190.100000 -5.060000 3756.000001
Ovzon 52 4.170000 3120.000000 -242.000000 -7.200000 3361.999992
Fasadgruppen Group 35 -1.010000 3430.000000 -381.000000 -10.000000 3810.999990
TOTAL 46527.220000 -361.350000 -1.45546% 46888.564618

Updated:¶

'2023-01-16 13:31:59.877137'
None

Last optimization/rebalancing:¶

'2023-01-14'

Next optimization/rebalancing:¶

'2023-02-23'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶